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Artificial Immune Systems (AIS) are intelligent algorithms derived on the principles inspired by human immune system. In this research work, electroencephalography (EEG) signals for four distinct motor movement of human limbs are detected and classified using Negative Selection Classification Algorithm (NSCA). For this study, a widely studied open source EEG signal database (BCI IV - Graz dataset 2a, comprising 9 subjects) has been used. Mel Frequency Cepstral Coefficients (MFCCs) are extracted as selected feature from recorded EEG signals. Dimensionality reduction of data is carried out by applying two hidden layered stacked auto-encoder. Genetic Algorithm (GA) optimized detectors (Artificial Lymphocytes) are trained using Negative Selection Algorithm (NSA) for detection and classification of four motor movements. The trained detectors consist of four sets of detectors, each set is trained for detection and classification of one of the four movements from the other three movements. The optimized radius of detector is small enough not to mis-detect the sample. Euclidean distance of each detector with every training dataset sample is taken and compared with optimized radius of detector as a non-self detector. Our proposed approach achieved a mean classification accuracy of 86.39% for limb movements over 9 subjects with a maximum individual subject classification accuracy of 97.5 % for subject number eight.